| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 804376.4799 | 734616.8126 | 69759.6673 | 1471468.615 | 1509243.3957 | -37774.7807 |
| Total P&L (%) | 804.3765 | 734.6168 | 69.7597 | 1471.4686 | 1509.2434 | -37.7748 |
| Avg Daily Profit (%) | 0.4376 | 0.3997 | 0.038 | 0.15 | 0.1513 | -0.0258 |
| Buy And Hold Return (%) | 223.2731 | 223.2731 | 223.2731 | 223.2731 | 223.2731 | 223.2731 |
| Max Trade Drawdown | -67408 | -30283 | -65396 | -1375243 | -676161 | -1227898 |
| Profit Factor | 3.0619 | 5.5525 | 1.305 | 1.3156 | 1.7671 | 0.986 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 36.3636 | 38.4615 | 34.2105 | 36.3636 | 38.4615 | 34.2105 |
| Ratio Avg Win / Avg Loss | 5.3583 | 8.8841 | 2.5095 | 2.3023 | 2.8273 | 1.8961 |
| Largest Winning Trade | 610560 | 610560 | 55669 | 852911 | 852911 | 717411 |
| Largest Losing Trade | -32037 | -19857 | -32037 | -573156 | -267096 | -573156 |
| Avg Bars in Trades | 68 | 63 | 72 | 68 | 63 | 72 |
| Avg Bars in Winners | 135 | 110 | 164 | 135 | 110 | 164 |
| Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
| Bars Traded | 5241 | 2471 | 2770 | 5241 | 2471 | 2770 |
| Profit Streak | 82.5616 | 134.2283 | 0 | 82.5616 | 134.2283 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -37679 | 432309 | -312880 | -42418 | 278241 | -584127 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5514,
"evaluation_days": 1838,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1604044800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759094925766,
"expiration_time": 1763839296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 20,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
804376.4798857475,
734616.8125769027,
69759.6673088446,
1471468.6150151351,
1509243.3956749863,
-37774.7806598503
],
[
804.37648,
734.616813,
69.759667,
1471.468615,
1509.243396,
-37.774781
],
[
0.437637,
0.399683,
0.037954,
0.149982,
0.151276,
-0.025808
],
[
223.273114,
223.273114,
223.273114,
223.273114,
223.273114,
223.273114
],
[
-67408,
-30283,
-65396,
-1375243,
-676161,
-1227898
],
[
3.061883,
5.552542,
1.304956,
1.315604,
1.76708,
0.985983
],
[
77,
39,
38,
77,
39,
38
],
[
28,
15,
13,
28,
15,
13
],
[
49,
24,
25,
49,
24,
25
],
[
36.363636,
38.461538,
34.210526,
36.363636,
38.461538,
34.210526
],
[
5.358295,
8.884067,
2.50953,
2.302307,
2.827328,
1.896121
],
[
610560,
610560,
55669,
852911,
852911,
717411
],
[
-32037,
-19857,
-32037,
-573156,
-267096,
-573156
],
[
68,
63,
72,
68,
63,
72
],
[
135,
110,
164,
135,
110,
164
],
[
29,
33,
25,
29,
33,
25
],
[
5241,
2471,
2770,
5241,
2471,
2770
],
[
82.561641,
134.228307,
0,
82.561641,
134.228307,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-37679,
432309,
-312880,
-42418,
278241,
-584127
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5514,
"evaluation_days": 1838,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1604044800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759094925766,
"expiration_time": 1763839296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 20,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|